Liquidity shocks and overnight interest rates in emerging markets : evidence from GARCH models for India

Bhupal Singh

Year of publication:	May 2020
Authors:	Singh, Bhupal
Publisher:	[Mumbai] : Reserve Bank of India, Department of Economic and Policy Research
Subject:	Call money interest rates \| volatility \| liquidity management \| monetary policy \| Indien \| India \| Volatilität \| Volatility \| Geldpolitik \| Monetary policy \| Schwellenländer \| Emerging economies \| Zins \| Interest rate \| Liquidität \| Liquidity \| Geldmarkt \| Money market \| ARCH-Modell \| ARCH model \| Schock \| Shock \| Zinspolitik \| Interest rate policy \| Liquiditätseffekt \| Liquidity effect \| Zinsstruktur \| Yield curve

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